|
PureBytes Links
Trading Reference Links
|
Hello,
The method you describe works if you set backtesting
range to "All quotations".
buy = 1; buy = exrem( buy, 0 );
does generate the array of single "1" at the beginning
of the data series (similarly to buy = cum(1) == 1)
but if you are using date ranges this signal
occurs outside of testing range, therefore you get
an empty trade list.
A workaround to this problem is to use datenum() function.
If you for example want to generate a single buy signal
on March 7, 1999 you should write:
buy = datenum() == 990307;
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: "techwatcher" <ppark@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, September 29, 2001 10:41 PM
Subject: [amibroker] watchlist and buy signals
> Folks,
>
> I just registered yesterday, but have looked at the documentation
> and some other postings so bear with me.
>
> Let's suppose that I have developed a filter for producing a set of
> stocks from a universe, but it does not do quite what I want. So,
> I "Explore" (using automatic analyser) the filter and then copy the
> list of stocks in the "explore" result into a watchlist. I then
> manually remove the stocks from the watchlist whose charts I don't
> like. Now, I want to backtest the remaining stocks by selecting the
> filter button on the automatic analyser dialog box. In this
> scenario, I would like to buy each stock once at the beginning of
> the test period and let them run for up to two weeks or exit before
> according to some exit criteria. Now I thought that I could use the
> exrem function to produce a buy signal for each stock on the first
> bar (or day) only in the following manner:
>
> buy = exrem(1,0);
>
> /* I am assuming that the above produces array1=[1,1,1,1,...] and
> array2=[0,0,0,0,...] and that therefore buy=[1,0,0,0...] -- maybe
> this is my problem??? */
>
> sell= <some condition>;
>
> However, this seems to produce the empty set on hitting the scan
> button in the analyser. What is the best way to produce a buy signal
> on just the first day for each stock in my watchlist?
>
> (PS:I know that I have set up the watchlist and filter correctly in
> the automatic analyser because "buy=1" produces a buy signal
> everyday for all of the stocks in my watchlist)
>
> thanx,
> Phil
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
|